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Report NEP-FMK-2019-07-29
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Souradeep Chakraborty, 2019, "Capturing Financial markets to apply Deep Reinforcement Learning," Papers, arXiv.org, number 1907.04373, Jul, revised Dec 2019.
- Juárez-Luna, David, 2019, "Power generation portfolios: A parametric formulation of the efficient frontier," MPRA Paper, University Library of Munich, Germany, number 94814, Jul.
- Gauthier, Laurent, 2019, "Securitization Structures and Security Design," MPRA Paper, University Library of Munich, Germany, number 95168, Jul.
- Ke Xu & Martin D. Gould & Sam D. Howison, 2019, "Multi-Level Order-Flow Imbalance in a Limit Order Book," Papers, arXiv.org, number 1907.06230, Jul, revised Oct 2019.
- Paul Tucker, 2019, "Is the financial system sufficiently resilient: a research programme and policy agenda," BIS Working Papers, Bank for International Settlements, number 792, Jul.
- Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201956, Jul.
- Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019, "Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 19-03.
- Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019, "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers, University of Pretoria, Department of Economics, number 201957, Jul.
- Gunduz Caginalp & Mark DeSantis, 2019, "Nonlinear price dynamics of S&P 100 stocks," Papers, arXiv.org, number 1907.04422, Jul.
- Julien Chevallier & Stéphane Goutte & Khaled Guesmi & Samir Saadi, 2019, "Study of the dynamic of Bitcoin's price," Working Papers, HAL, number halshs-02175669, Jul.
- Steven Shuye Wang & Kuan Xu & Hao Zhang, 2019, "A Microstructure Study of Circuit Breakers in the Chinese Stock Markets," Working Papers, Dalhousie University, Department of Economics, number daleconwp2019-02, Jul.
- Item repec:clg:wpaper:2019-09 is not listed on IDEAS anymore
- Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019, "Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries," MPRA Paper, University Library of Munich, Germany, number 95299.